+273.8%
ROIV vs AEE
+73.1%
+200.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.2% |
| 7D | +5.3% | +2.1% | +3.2% | +4.9% |
| 30D | +11.9% | +11.4% | +0.5% | +9.7% |
| 3M | +10.7% | +5.0% | +5.7% | +9.7% |
| 6M | +34.9% | +4.4% | +30.5% | +33.6% |
| YTD | +79.2% | +15.4% | +63.8% | +73.9% |
| 1Y | +89.0% | +13.8% | +75.2% | +83.9% |
| 3Y | +337.3% | +58.0% | +279.3% | +300.2% |
| 5Y | +402.3% | +52.9% | +349.4% | +364.8% |
| All | +273.8% | +73.1% | +200.7% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling